MTF_MA_Channel

ÿþ//+------------------------------------------------------------------+

//|                                               MTF_MA_Channel.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Multi Time Frame MA Channel indicator"

#property description "Indicator plots a moving average, and two additional ones, with periods that are"

#property description "larger and smaller from the basic moving average period for the defined Step."

#property indicator_chart_window

#property indicator_buffers 8

#property indicator_plots   3

//--- plot Middle

#property indicator_label1  "MA Top"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrOrangeRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Top

#property indicator_label2  "MA Middle"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDodgerBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Bottom

#property indicator_label3  "MA Bottom"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrGreen

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- enums

enum ENUM_MA_METHOD_EXT

  {

   METHOD_SMA,          // Simple

   METHOD_EMA,          // Exponential

   METHOD_SMMA,         // Smoothed

   METHOD_LWMA,         // Linear-Weighted

   METHOD_WILDER_EMA,   // Wilder Exponential

   METHOD_SINE_WMA,     // Sine-Weighted

   METHOD_TRI_MA,       // Triangular

   METHOD_LSMA,         // Least Square

   METHOD_HMA,          // Hull MA by Alan Hull

   METHOD_ZL_EMA,       // Zero-Lag Exponential

   METHOD_ITREND_MA,    // Instantaneous Trendline by J.Ehlers

   METHOD_MOVING_MEDIAN,// Moving Median

   METHOD_GEO_MEAN,     // Geometric Mean

   METHOD_REMA,         // Regularized EMA by Chris Satchwell

   METHOD_ILRS,         // Integral of Linear Regression Slope

   METHOD_IE_2,         // Combination of LSMA and ILRS

   METHOD_TRI_MA_GEN,   // Triangular MA generalized by J.Ehlers

   METHOD_VWMA          // Volume-Weighted

  };

//---

enum ENUM_DRAW_MODE

  {

   DRAW_MODE_STEPS,  // Steps

   DRAW_MODE_SLOPE   // Slope

  };

//---

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1,    // Yes

   INPUT_NO    =  0     // No

  };

//--- input parameters

input uint                 InpPeriod         =  50;               // MA period

input ENUM_MA_METHOD_EXT   InpMethod         =  METHOD_EMA;       // MA method

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;      // MA applied price

input uint                 InpStep           =  10;               // MA period's step

input ENUM_TIMEFRAMES      InpTimeframe      =  PERIOD_CURRENT;   // MA Timeframe

input ENUM_DRAW_MODE       InpDrawMode       =  DRAW_MODE_SLOPE;  // Drawing mode

//--- indicator buffers

double            BufferTop[];

double            BufferMiddle[];

double            BufferBottom[];

double            BufferTopTmp[];

double            BufferMiddleTmp[];

double            BufferBottomTmp[];

double            BufferPrice[];

double            BufferVol[];

//--- global variables

ENUM_TIMEFRAMES   timeframe1;

int               period_ma;

int               period_top;

int               period_bottom;

int               step_ma;

int               handle_ma;

int               handle_vol;

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- timer

   EventSetTimer(90);

//--- set global variables

   period_ma=int(InpPeriod<2 ? 2 : InpPeriod);

   step_ma=int(InpStep<1 ? 1 : InpStep);

   period_top=period_ma+step_ma;

   period_bottom=(period_ma-step_ma<1 ? 1 : period_ma-step_ma);

   timeframe1=(InpTimeframe>Period() ? InpTimeframe : Period());

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferTop,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMiddle,INDICATOR_DATA);

   SetIndexBuffer(2,BufferBottom,INDICATOR_DATA);

   SetIndexBuffer(3,BufferTopTmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferMiddleTmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferBottomTmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BufferPrice,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,BufferVol,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   string label=TimeframeToString(timeframe1)+" MA Channel("+(string)period_ma+","+(string)step_ma+")";

   IndicatorSetString(INDICATOR_SHORTNAME,label);

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetString(0,PLOT_LABEL,TimeframeToString(timeframe1)+" MA Top("+string(period_top)+")");

   PlotIndexSetString(1,PLOT_LABEL,TimeframeToString(timeframe1)+" MA Middle("+string(period_ma)+")");

   PlotIndexSetString(2,PLOT_LABEL,TimeframeToString(timeframe1)+" MA Bottom("+string(period_bottom)+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferTop,true);

   ArraySetAsSeries(BufferMiddle,true);

   ArraySetAsSeries(BufferBottom,true);

   ArraySetAsSeries(BufferTopTmp,true);

   ArraySetAsSeries(BufferMiddleTmp,true);

   ArraySetAsSeries(BufferBottomTmp,true);

   ArraySetAsSeries(BufferPrice,true);

   ArraySetAsSeries(BufferVol,true);

//--- create handles

   ResetLastError();

   handle_ma=iMA(NULL,timeframe1,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The ",TimeframeToString(timeframe1)," iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_vol=iVolumes(NULL,timeframe1,VOLUME_TICK);

   if(handle_vol==INVALID_HANDLE)

     {

      Print("The iVolumes(VOLUME_TICK) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//--- get timeframe

   Time(NULL,timeframe1,1);

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<fmax(step_ma+1,4)) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-3;

      ArrayInitialize(BufferTop,EMPTY_VALUE);

      ArrayInitialize(BufferMiddle,EMPTY_VALUE);

      ArrayInitialize(BufferBottom,EMPTY_VALUE);

      ArrayInitialize(BufferTopTmp,0);

      ArrayInitialize(BufferMiddleTmp,0);

      ArrayInitialize(BufferBottomTmp,0);

      ArrayInitialize(BufferPrice,0);

      ArrayInitialize(BufferVol,0);

     }

//--- >43>B>2:0 40==KE

   if(Time(NULL,timeframe1,1)==0)

      return 0;

   int bars=(timeframe1==Period() ? rates_total : Bars(NULL,timeframe1));

   

   int count=(limit>1 ? fmin(bars,rates_total) : 1),copied=0;

   copied=CopyBuffer(handle_ma,0,0,count,BufferPrice);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_vol,0,0,count,BufferVol);

   if(copied!=count) return 0;

   

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      CalculateMA(fmin(bars,rates_total),InpMethod,period_top,i,BufferPrice,BufferTopTmp,BufferVol);

      CalculateMA(fmin(bars,rates_total),InpMethod,period_ma,i,BufferPrice,BufferMiddleTmp,BufferVol);

      CalculateMA(fmin(bars,rates_total),InpMethod,period_bottom,i,BufferPrice,BufferBottomTmp,BufferVol);

     }



//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0; i--)

     {

      DataConversion(rates_total,NULL,timeframe1,i,BufferTopTmp,BufferTop,InpDrawMode);

      DataConversion(rates_total,NULL,timeframe1,i,BufferMiddleTmp,BufferMiddle,InpDrawMode);

      DataConversion(rates_total,NULL,timeframe1,i,BufferBottomTmp,BufferBottom,InpDrawMode);

     }

   

//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+

//| Custom indicator timer function                                  |

//+------------------------------------------------------------------+

void OnTimer()

  {

   if(timeframe1==Period())

      return;

   Time(NULL,timeframe1,1);

  }  

//+------------------------------------------------------------------+

//| Transfering data from the source timeframe to current timeframe  |

//+------------------------------------------------------------------+

void DataConversion(const int rates_total,

                    const string symbol_name,

                    const ENUM_TIMEFRAMES timeframe_src,

                    const int shift,

                    const double &buffer_src[],

                    double &buffer_dest[],

                    ENUM_DRAW_MODE mode=DRAW_MODE_STEPS

                   )

  {

   if(timeframe_src==Period())

     {

      buffer_dest[shift]=buffer_src[shift];

      return;

     }

   int bar_curr=BarToCurrent(symbol_name,timeframe_src,shift);

   if(bar_curr>rates_total-1)

      return;

   int bar_prev=BarToCurrent(symbol_name,timeframe_src,shift+1);

   int bar_next=(shift>0 ? BarToCurrent(symbol_name,timeframe_src,shift-1) : 0);

   if(bar_prev==WRONG_VALUE || bar_curr==WRONG_VALUE || bar_next==WRONG_VALUE)

      return;

   buffer_dest[bar_curr]=buffer_src[shift];

   if(mode==DRAW_MODE_STEPS)

      for(int j=bar_curr; j>=bar_next; j--)

         buffer_dest[j]=buffer_dest[bar_curr];

   else

     {

      if(bar_prev>rates_total-1) return;

      for(int j=bar_prev; j>=bar_curr; j--)

         buffer_dest[j]=EquationDirect(bar_prev,buffer_dest[bar_prev],bar_curr,buffer_dest[bar_curr],j);

      if(shift==0)

         for(int j=bar_curr; j>=0; j--)

            buffer_dest[j]=buffer_dest[bar_curr];

     }

  }

//+------------------------------------------------------------------+

//| >72@0I05B 10@ 7040==>3> B09<D@59<0 :0: 10@ B5:CI53> B09<D@59<0  |

//+------------------------------------------------------------------+

int BarToCurrent(const string symbol_name,const ENUM_TIMEFRAMES timeframe_src,const int shift,bool exact=false)

  {

   datetime time=Time(symbol_name,timeframe_src,shift);

   return(time!=0 ? BarShift(symbol_name,Period(),time,exact) : WRONG_VALUE);

  }  

//+------------------------------------------------------------------+

//| >72@0I05B A<5I5=85 10@0 ?> 2@5<5=8                              |

//| https://www.mql5.com/ru/forum/743/page11#comment_7010041         |

//+------------------------------------------------------------------+

int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false)

  {

   int res=Bars(symbol_name,timeframe,time+1,UINT_MAX);

   if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE);

   return res;

  }

//+------------------------------------------------------------------+

//| >72@0I05B Time                                                  |

//+------------------------------------------------------------------+

datetime Time(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift)

  {

   datetime array[];

   ArraySetAsSeries(array,true);

   return(CopyTime(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0);

  }

//+------------------------------------------------------------------+

//| >72@0I05B Volume                                                |

//+------------------------------------------------------------------+

long Volume(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift)

  {

   long array[];

   ArraySetAsSeries(array,true);

   return(CopyTickVolume(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0);

  }

//+------------------------------------------------------------------+

//| #@02=5=85 ?@O<>9                                                 |

//+------------------------------------------------------------------+

double EquationDirect(const int left_bar,const double left_price,const int right_bar,const double right_price,const int bar_to_search) 

  {

   return(right_bar==left_bar ? left_price : (right_price-left_price)/(right_bar-left_bar)*(bar_to_search-left_bar)+left_price);

  }

//+------------------------------------------------------------------+

//| GetMA                                                            |

//+------------------------------------------------------------------+

template<typename T>

void CalculateMA(const int rates_total,const ENUM_MA_METHOD_EXT method,const int period,const int shift,const double &buffer_price[],double &buffer_ma[],T &tick_volume[])

  {

   switch(method)

     {

      case METHOD_EMA            : buffer_ma[shift] = EMA(rates_total,buffer_price[shift],buffer_ma[shift+1],period,shift);      break;

      case METHOD_SMMA           : buffer_ma[shift] = SMMA(rates_total,buffer_price,buffer_ma[shift+1],period,shift);            break;

      case METHOD_LWMA           : buffer_ma[shift] = LWMA(rates_total,buffer_price,period,shift);                               break;

      case METHOD_WILDER_EMA     : buffer_ma[shift] = Wilder(rates_total,buffer_price[shift],buffer_ma[shift+1],period,shift);   break;

      case METHOD_SINE_WMA       : buffer_ma[shift] = SineWMA(rates_total,buffer_price,period,shift);                            break;

      case METHOD_TRI_MA         : buffer_ma[shift] = TriMA(rates_total,buffer_price,period,shift);                              break;

      case METHOD_LSMA           : buffer_ma[shift] = LSMA(rates_total,buffer_price,period,shift);                               break;

      case METHOD_HMA            : buffer_ma[shift] = HMA(rates_total,buffer_price,period,shift);                                break;

      case METHOD_ZL_EMA         : buffer_ma[shift] = ZeroLagEMA(rates_total,buffer_price,buffer_ma[shift+1],period,shift);      break;

      case METHOD_ITREND_MA      : buffer_ma[shift] = ITrend(rates_total,buffer_price,buffer_ma,period,shift);                   break;

      case METHOD_MOVING_MEDIAN  : buffer_ma[shift] = Median(rates_total,buffer_price,period,shift);                             break;

      case METHOD_GEO_MEAN       : buffer_ma[shift] = GeoMean(rates_total,buffer_price,period,shift);                            break;

      case METHOD_REMA           : buffer_ma[shift] = REMA(rates_total,buffer_price[shift],buffer_ma,period,0.5,shift);          break;

      case METHOD_ILRS           : buffer_ma[shift] = ILRS(rates_total,buffer_price,period,shift);                               break;

      case METHOD_IE_2           : buffer_ma[shift] = IE2(rates_total,buffer_price,period,shift);                                break;

      case METHOD_TRI_MA_GEN     : buffer_ma[shift] = TriMAgen(rates_total,buffer_price,period,shift);                           break;

      case METHOD_VWMA           : buffer_ma[shift] = VWMA(rates_total,buffer_price,tick_volume,period,shift);                   break;

      default /*METHOD_SMA*/     : buffer_ma[shift] = SMA(rates_total,buffer_price,period,shift);                                break;

     }

  }

//+------------------------------------------------------------------+

//| Simple Moving Average                                            |

//+------------------------------------------------------------------+

double SMA(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return array_src[shift];

   double sum=0;

   for(int i=0; i<period; i++)

      sum+=array_src[shift+i];

   return(sum/period);

  }

//+------------------------------------------------------------------+

//| Exponential Moving Average                                       |

//+------------------------------------------------------------------+

double EMA(const int rates_total,const double price,const double prev,const int period,const int shift)

  {

   return(shift>=rates_total-2 || period<1 ? price : prev+2.0/(1+period)*(price-prev));

  }

//+------------------------------------------------------------------+

//| Wilder Exponential Moving Average                                |

//+------------------------------------------------------------------+

double Wilder(const int rates_total,const double price,const double prev,const int period,const int shift)

  {

   return(shift>=rates_total-2 || period<1 ? price : prev+(price-prev)/period);

  }

//+------------------------------------------------------------------+

//| Linear Weighted Moving Average                                   |

//+------------------------------------------------------------------+

double LWMA(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double sum=0;

   double weight=0;

   for(int i=0; i<period; i++)

     {

      weight+=(period-i);

      sum+=array_src[shift+i]*(period-i);

     }

   return(weight>0 ? sum/weight : 0);

  }

//+------------------------------------------------------------------+

//| Sine Weighted Moving Average                                     |

//+------------------------------------------------------------------+

double SineWMA(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double sum=0;

   double weight=0;

   for(int i=0; i<period; i++)

     {

      weight+=sin(M_PI*(i+1)/(period+1));

      sum+=array_src[shift+i]*sin(M_PI*(i+1)/(period+1));

     }

   return(weight>0 ? sum/weight : 0);

  }

//+------------------------------------------------------------------+

//| Triangular Moving Average                                        |

//+------------------------------------------------------------------+

double TriMA(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double sma;

   int len=(int)ceil((period+1)*0.5);

   double sum=0;

   for(int i=0; i<len; i++)

     {

      sma=SMA(rates_total,array_src,len,shift+i);

      sum+=sma;

     }

   double trima=sum/len;

   return(trima);

  }

//+------------------------------------------------------------------+

//| Least Square Moving Average                                      |

//+------------------------------------------------------------------+

double LSMA(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double sum=0;

   for(int i=period; i>=1; i--)

      sum+=(i-(period+1)/3.0)*array_src[shift+period-i];

   double lsma=sum*6.0/(period*(period+1));

   return(lsma);

  }

//+------------------------------------------------------------------+

//| Smoothed Moving Average                                          |

//+------------------------------------------------------------------+

double SMMA(const int rates_total,const double &array_src[],const double prev,const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double smma=0;

   if(shift==rates_total-period-1)

      smma=SMA(rates_total,array_src,period,shift);

   else if(shift<rates_total-period-1)

     {

      double sum=0;

      for(int i = 0; i<period; i++)

         sum+=array_src[shift+i+1];

      smma=(sum-prev+array_src[shift])/period;

     }

   return smma;

  }

//+------------------------------------------------------------------+

//| Hull Moving Average by Alan Hull                                 |

//+------------------------------------------------------------------+

double HMA(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double tmp1[];

   double hma=0;

   int len=(int)sqrt(period);

   ArrayResize(tmp1,len);

   if(shift==rates_total-period-1)

      hma=array_src[shift];

   else if(shift<rates_total-period-1)

     {

      for(int i=0; i<len; i++)

         tmp1[i]=2.0*LWMA(rates_total,array_src,period/2,shift+i)-LWMA(rates_total,array_src,period,shift+i);

      hma=LWMA(rates_total,tmp1,len,0);

     }

   return hma;

  }

//+------------------------------------------------------------------+

//| Zero-Lag Exponential Moving Average                              |

//+------------------------------------------------------------------+

double ZeroLagEMA(const int rates_total,const double &array_src[],const double prev,const int period,const int shift)

  {

   double alfa=2.0/(1+period);

   int lag=int(0.5*(period-1));

   return(shift>=rates_total-lag ? array_src[shift] : alfa*(2.0*array_src[shift]-array_src[shift+lag])+(1-alfa)*prev);

  }

//+------------------------------------------------------------------+

//| Instantaneous Trendline by J.Ehlers                              |

//+------------------------------------------------------------------+

double ITrend(const int rates_total,const double &array_src[],const double &array[],const int period,const int shift)

  {

   double alfa=2.0/(period+1);

   return

     (

      shift<rates_total-7 ?

      (alfa-0.25*alfa*alfa)*array_src[shift]+0.5*alfa*alfa*array_src[shift+1]-(alfa-0.75*alfa*alfa)*array_src[shift+2]+2*(1-alfa)*array[shift+1]-(1-alfa)*(1-alfa)*array[shift+2]:

      (array_src[shift]+2*array_src[shift+1]+array_src[shift+2])/4.0

     );

  }

//+------------------------------------------------------------------+

//| Moving Median                                                    |

//+------------------------------------------------------------------+

double Median(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<2 || shift>rates_total-period-1)

      return 0;

   double array[];

   ArrayResize(array,period);

   for(int i=0; i<period; i++)

      array[i]=array_src[shift+i];

   ArraySort(array);

   int num=(int)round((period-1)/2);

   return(fmod(period,2)>0 ? array_src[num] : 0.5*(array_src[num]+array[num+1]));

  }

//+------------------------------------------------------------------+

//| Geometric Mean                                                   |

//+------------------------------------------------------------------+

double GeoMean(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   double gmean=0;

   if(shift<rates_total-period)

     {

      gmean=pow(array_src[shift],1.0/period);

      for(int i=1; i<period; i++)

         gmean*=pow(array_src[shift+i],1.0/period);

     }

   return(gmean);

  }

//+------------------------------------------------------------------+

//| Regularized EMA by Chris Satchwell                               |

//+------------------------------------------------------------------+

double REMA(const int rates_total,const double price,const double &array[],const int period,const double lambda,const int shift)

  {

   double alpha=2.0/(period+1);

   return(shift>=rates_total-3 ? price : (array[shift+1]*(1+2*lambda)+alpha*(price-array[shift+1])-lambda*array[shift+2])/(1+lambda));

  }

//+------------------------------------------------------------------+

//| Integral of Linear Regression Slope                              |

//+------------------------------------------------------------------+

double ILRS(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double sum=period*(period-1)*0.5;

   double sum2=(period-1)*period*(2*period-1)/6.0;

   double sum1=0;

   double sumy=0;

   for(int i=0; i<period; i++)

     {

      sum1+=i*array_src[shift+i];

      sumy+=array_src[shift+i];

     }

   double num1=period*sum1-sum*sumy;

   double num2=sum*sum-period*sum2;

   double slope=(num2!=0 ? num1/num2 : 0);

   return(slope+SMA(rates_total,array_src,period,shift));

  }

//+------------------------------------------------------------------+

//| Combination of LSMA and ILRS                                     |

//+------------------------------------------------------------------+

double IE2(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   return(0.5*(ILRS(rates_total,array_src,period,shift)+LSMA(rates_total,array_src,period,shift)));

  }

//+------------------------------------------------------------------+

//| Triangular Moving Average generalized by J.Ehlers                |

//+------------------------------------------------------------------+

double TriMAgen(const int rates_total,const double &array_src[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   int len1=(int)floor((period+1)*0.5);

   int len2=(int)ceil((period+1)*0.5);

   double sum=0;

   for(int i=0; i<len2; i++)

      sum+=SMA(rates_total,array_src,len1,shift+i);

   return(sum/len2);

  }

//+------------------------------------------------------------------+

//| Volume-Weighted Moving Average                                   |

//+------------------------------------------------------------------+

template<typename T>

double VWMA(const int rates_total,const double &array_src[],const T &volume[],const int period,const int shift)

  {

   if(period<1 || shift>rates_total-period-1)

      return 0;

   double sum=0;

   double weight=0;

   for(int i=0; i<period; i++)

     {

      weight+=(double)volume[shift+i];

      sum+=array_src[shift+i]*volume[shift+i];

     }

   return(weight>0 ? sum/weight : 0);

  }

//+------------------------------------------------------------------+

//| >72@0I05B =08<5=>20=85 <5B>40                                 |

//+------------------------------------------------------------------+

string MethodExtToString(ENUM_MA_METHOD_EXT method)

  {

   switch(method)

     {

      case METHOD_EMA            :  return "EMA";

      case METHOD_SMMA           :  return "SMMA";

      case METHOD_LWMA           :  return "LWMA";

      case METHOD_WILDER_EMA     :  return "WMA";

      case METHOD_SINE_WMA       :  return "SinMA";

      case METHOD_TRI_MA         :  return "TriMA";

      case METHOD_LSMA           :  return "LSMA";

      case METHOD_HMA            :  return "HMA";

      case METHOD_ZL_EMA         :  return "ZLMA";

      case METHOD_ITREND_MA      :  return "ITrendMA";

      case METHOD_MOVING_MEDIAN  :  return "Median";

      case METHOD_GEO_MEAN       :  return "GeoMean";

      case METHOD_REMA           :  return "REMA";

      case METHOD_ILRS           :  return "ILRS";

      case METHOD_IE_2           :  return "IE2";

      case METHOD_TRI_MA_GEN     :  return "TriMAgen";

      case METHOD_VWMA           :  return "VWMA";

      default                    :  return "SMA";

     }

  }

//+------------------------------------------------------------------+

//| >72@0I05B =08<5=>20=85 F5=K                                     |

//+------------------------------------------------------------------+

string PriceToString(ENUM_APPLIED_PRICE price)

  { 

   return StringSubstr(EnumToString(price),6); 

  }

//+------------------------------------------------------------------+

//| Timeframe to string                                              |

//+------------------------------------------------------------------+

string TimeframeToString(const ENUM_TIMEFRAMES timeframe)

  {

   return StringSubstr(EnumToString(timeframe),7);

  }

//+------------------------------------------------------------------+